Sentences with phrase «against an index return»

Although the ATWRR can differ from the TWRR when large external cash flows are made during a volatile month, it is still a decent choice for investors who are looking for an approximate method of calculating a rate of return that can arguably be benchmarked against index returns.

Not exact matches

However, Singleton said he has tested his model against historical data from the crisis year, yielding a 16 percent return against a 38 percent slump in the S&P index.

Even measured against this bull market's impressive results, technology stocks have been excellent investments, outpacing the 19.4 percent annualized return of Standard and Poor's 500 - stock index by four percentage points per year, on average, since...

For example, you stated that the return of AT&T between the 2009 market low and June 3, 2013 was only 50 % and compared this against a return of 140 % for the S&P 500 Index.

To understand the effect of this modest shortfall in stock selection performance over the past 8 months, recall that when the Fund is hedged against the impact of market fluctuations (and provided that our long - put / short - call index option combinations have identical strike prices and expirations), its returns are roughly equal to:

«We seek absolute returns, not relative ones, and resist being benchmarked against market indices for that reason» Seth Klarman

Plenty of studies warn against this, including one that shows that missing out on just 10 of the best days in the stock market over 160,000 daily returns in 15 markets around the world can cause you to end up with about half of what you would have earned if you had stuck with an index fund over time.

On October 12, 2007, the Dow Jones Industrial Index, against which many investment returns are measured, closed at a nominal high of 14,693.

Many investors care about price return when they compare how they are performing against others or against a selected index.

Using monthly changes in the 10 - year U.S. Treasury rate and monthly changes in Moody's BAA - AAA spread, we can create a multivariate regression against monthly returns of the Barclay's Aggregate index.

By including a fixed indexed annuity in your 401 (k) Roth account, you can protect against loss of your initial investment and guarantee a minimum annual tax - free return.

Total - return swaps involve only an exchange of the returns on their underlying indices (namely, a stock index against a short - term interest - rate index) at a pre-determined frequency.

Both have similar return outperformance (+13 % p.a.) but TB ran 0.64 x index volatility vs. Schloss at 1.14 x. Just looking at those two statistics I would suggest TB's outperformance is much more remarkable, but the additional 12 years of outperformance by Schloss moves the odds against him astronomically.

That's the most appropriate way to measure an ETF's performance against its benchmark index, but it may not be the return investors actually obtain in their own accounts.

TIPS (Treasury Inflation Protected Securities) are represented by the Bloomberg Barclays U.S. TIPS Index, which represents securities that protect against adverse inflation and provide a minimum level of real returns.

If a Canadian buys an unhedged index fund that tracks US stocks, her returns will suffer if the US dollar declines against the loonie.

How would the Permanent Portfolio's returns have stacked up against a traditional index portfolio?

The rest are products known as leveraged ETFs, which use borrowed money and / or derivative securities to amplify investment returns, or to bet against the index.

The payback come in 2009 when they posted a 42 % return against the S&P's 26 % and again in 2010 when they made 18 % to the index's 15 %.

Managed by State Street Global Advisors, it is the biggest ETF in the world and is indexed against the S&P 500 Index, so it's day - over-day returns should be very similar to the Index itself and thus suitable for this analysis.

Hedge funds which benchmark against an index such as the S&P 500 and can go anywhere, invest in bonds, loans, distressed debt, currency, etc is not what the Prof is talking about and hence, perhaps, some of the confusion surrounding returns on an index and the word «collectively».

RAFI Fundamental Index ™ is Research Affiliates» proprietary non-price-weighted index strategy that aims to deliver excess return versus the cap - weighted benchmark by using fundamental measures of company size to systematically rebalance against the market's constantly shifting expectatIndex ™ is Research Affiliates» proprietary non-price-weighted index strategy that aims to deliver excess return versus the cap - weighted benchmark by using fundamental measures of company size to systematically rebalance against the market's constantly shifting expectatindex strategy that aims to deliver excess return versus the cap - weighted benchmark by using fundamental measures of company size to systematically rebalance against the market's constantly shifting expectations.

However, both types of returns are not ideal choices for investors who are interested in benchmarking their performance against appropriate indices.

RAFI Fundamental Index is a non-price-weighted index strategy that aims to deliver excess return versus the cap - weighted benchmark by using fundamental measures of company size to systematically rebalance against the market's constantly shifting expectatIndex is a non-price-weighted index strategy that aims to deliver excess return versus the cap - weighted benchmark by using fundamental measures of company size to systematically rebalance against the market's constantly shifting expectatindex strategy that aims to deliver excess return versus the cap - weighted benchmark by using fundamental measures of company size to systematically rebalance against the market's constantly shifting expectations.

Which left me with the Hang Seng index since I don't touch individual stocks that I don't follow myself, so a basket of stocks to protect myself against ignorance seemed like a good idea even though potential returns would diminish.

Charts comparing the performance of the Robo I Strategy against a typical 60/40 stock / bond portfolio allocation and the i3, an index that represents the average returns of the do - it - yourself investor.

@Canadian Couch Potato: Since I reported VEA and VWO index returns in USD terms, the loss in value of CAD against the USD helped in cushioning the drops in US dollar terms for the Canadian investor.

The other fund characteristics they consider are: size; age; relative funds flow; closure to new investments; length of withdrawal notice period; length of redemption period; management and incentive fees; leverage; management personal investment; and, a Strategy Distinctiveness Index (SDI) defined as a strategy - normalized form (ten different strategy types) of one minus the R - squared of monthly returns regressed against an equally - weighted strategy index over the prior two yIndex (SDI) defined as a strategy - normalized form (ten different strategy types) of one minus the R - squared of monthly returns regressed against an equally - weighted strategy index over the prior two yindex over the prior two years.

Comparing a fund's returns against returns of a single index or ETF does not account for risk.

The simple solution is to track the total return of the indexes (or index funds) against your own holdings on a one - to - one basis.

Alpha, often considered the active return on an investment, gauges the performance of an investment against a market index or benchmark which is considered to represent the market's movement as a whole.

The «tracking error» describes the difference between the return of the ETF and the return of the index the ETF is benchmarked against.

The debate, in a nutshell, goes something like this: Why pay higher fees for an actively managed fund that has a shot at posting much bigger returns than the index it's measured against but which also runs the risk of posting smaller returns, when you can buy a low - cost index fund, such as those that track the performance of the S&P 500 index, which pretty much guarantees that your returns will be in line with the index?

DeBondt and Thaler then calculated the investment return against the equal weighted NYSE Index over the subsequent four years for all of the stocks in each selection period.

The four - year returns against the market index were then averaged.

One way to rein in your overconfidence is to benchmark your returns against an index fund in the same asset class.

Against this backdrop, the Fund (Class I Shares) returned 0.79 % in April, underperforming its benchmark, the MSCI ACWI ex USA Index, which returned 1.60 %.

The portfolio return is tracked against the S&P 500 index ETF and against Warren Buffett's Berkshire Hathaway stock.

For example, in Figure 2, we plot the monthly total returns of the MSCI World Index against the monthly returns of the Barclay CTA Index, since 1980.

Seeking out countries — instead of broad indexes - that can subsequently offer portfolios favorable return and risk characteristics will likely end up being the strongest defense against the secular rise in the correlations of broad world equity benchmarks.

The other study by Ibbotson Associates titled Strategic Asset Allocation and Commodities also found that an equally weighted, monthly rebalanced composite of four commodity indices show «low correlations to traditional stocks and bonds, produce high returns, hedge against inflation and provide diversification through superior returns when they are needed most».

The performance of the «core» portion can be compared against a benchmark as an objective indication of the availability of returns, such as the ASX 200 Accumulation index or the S&P 500 Total Return index.

Based on median actively managed large - cap funds, with manager tenure of greater than 10 years (longest - tenured portfolio manager), annualized three - year rolling returns (with a quarterly frequency) over the 20 - year period ending December 31, 2017 against the S&P 500 Index returns.

So, I put together a spreadsheet to analyze the monthly returns of the ten iShares ETFs that track the ten sectors of the Dow Jones Total Market Index against their underlying iIndex against their underlying indexindex.

The funds» returns are compared against the S&P / TSX Composite Index, the traditional benchmark for Canadian equity funds.

The barometer is measures active managers» returns by comparing them not against an index but against a composite of passive index funds.

These tend to pay a low return but because the inflation index is built in, they can be a good hedge or guard against high inflation.

Against this backdrop, though, the Bitcoin Cash price achieved a strong return, enabling it to lead the large - cap index by a comfortable margin.

Chancellor Capital Management / Invesco, Inc. (City, ST) 1995 — 2000 Partner and Managing Director — Institutional Fixed Income • Manage in excess of $ 44 billion, approximately $ 20 billion of which were managed with a total rate of return objective • Focus in mortgage - backed and asset - backed securities • Create and implement strategy for all MBS and ABS investments for total rate of return portfolios • Responsible for risk management including establishing and monitoring appropriate risk levels • Collaborate with CIO in management of all core portfolios benchmarked against the Lehman Aggregate Index • Run weekly strategy meetings defining portfolio construction in conjunction with Investment Policy Committee guidelines • Oversee assets in excess of $ 10 billion including pension funds, public funds, and insurance funds • Conduct client reviews and new business presentations on a regular basis • Serve as point person for key strategic partnerships based out of New York